CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393 Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1,000 california carbon allowances : : : : All : 25,920: 10,906 3,880 1,315 13,654 20,725 25,875 25,920: 45 0 Old : 25,920: 10,906 3,880 1,315 13,654 20,725 25,875 25,920: 45 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : 2,841: 2,238 -115 -15 613 2,971 2,836 2,841: 5 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 42.1 15.0 5.1 52.7 80.0 99.8 100.0: 0.2 0.0 Old : 100.0: 42.1 15.0 5.1 52.7 80.0 99.8 100.0: 0.2 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 16 4 3 9 8 25 15: Old : 32: 16 4 3 9 8 25 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.5 69.7 85.2 90.9 50.5 59.1 64.3 70.3 Old : 56.5 69.7 85.2 90.9 50.5 59.1 64.3 70.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1,000 california carbon allowances : : : : All : 25,811: 4,495 7,089 1,311 20,005 17,411 25,811 25,811: 0 0 Old : 25,811: 4,495 7,089 1,311 20,005 17,411 25,811 25,811: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -500: -475 525 -25 0 -1,000 -500 -500: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.4 27.5 5.1 77.5 67.5 100.0 100.0: 0.0 0.0 Old : 100.0: 17.4 27.5 5.1 77.5 67.5 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 4 6 5 9 9 18 18: Old : 25: 4 6 5 9 9 18 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 74.3 67.1 94.4 88.8 56.4 63.1 68.8 69.0 Old : 74.3 67.1 94.4 88.8 56.4 63.1 68.8 69.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1,000 california carbon allowances : : : : All : 39,378: 2,450 4,975 4,704 32,224 29,699 39,378 39,378: 0 0 Old : 39,378: 2,450 4,975 4,704 32,224 29,699 39,378 39,378: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.2 12.6 11.9 81.8 75.4 100.0 100.0: 0.0 0.0 Old : 100.0: 6.2 12.6 11.9 81.8 75.4 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 4 6 5 8 7 17 15: Old : 21: 4 6 5 8 7 17 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.5 80.0 86.9 95.7 29.0 31.4 35.0 35.2 Old : 63.5 80.0 86.9 95.7 29.0 31.4 35.0 35.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RGGI VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-00639Z Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1,000 RGGI CO2 Allowances : : : : All : 46,923: 3,310 6,830 2,554 37,959 26,939 43,823 36,323: 3,100 10,600 Old : 46,923: 3,310 6,830 2,554 37,959 26,939 43,823 36,323: 3,100 10,600 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : 5,168: 64 575 65 3,239 2,728 3,368 3,368: 1,800 1,800 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.1 14.6 5.4 80.9 57.4 93.4 77.4: 6.6 22.6 Old : 100.0: 7.1 14.6 5.4 80.9 57.4 93.4 77.4: 6.6 22.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 7 9 4 10 10 18 22: Old : 31: 7 9 4 10 10 18 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.4 45.9 82.8 61.4 59.7 43.4 73.3 55.7 Old : 66.4 45.9 82.8 61.4 59.7 43.4 73.3 55.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 MMBtus : : : : All : 3,857,256: 394,077 381,289 627,059 2,803,079 2,838,775 3,824,215 3,847,123: 33,041 10,133 Old : 3,857,256: 394,077 381,289 627,059 2,803,079 2,838,775 3,824,215 3,847,123: 33,041 10,133 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : 31,304: 26,444 20,471 -37,675 43,716 52,511 32,485 35,307: -1,181 -4,003 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.2 9.9 16.3 72.7 73.6 99.1 99.7: 0.9 0.3 Old : 100.0: 10.2 9.9 16.3 72.7 73.6 99.1 99.7: 0.9 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 223: 27 43 57 137 117 201 181: Old : 223: 27 43 57 137 117 201 181: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 23.6 24.8 37.7 41.3 19.4 24.3 29.2 34.8 Old : 23.6 24.8 37.7 41.3 19.4 24.3 29.2 34.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 458,741: 250,596 141,158 65,302 142,471 251,909 458,369 458,369: 372 372 Old : 458,741: 250,596 141,158 65,302 142,471 251,909 458,369 458,369: 372 372 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : 70,135: 49,056 52,084 -784 21,715 18,987 69,987 70,287: 148 -152 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.6 30.8 14.2 31.1 54.9 99.9 99.9: 0.1 0.1 Old : 100.0: 54.6 30.8 14.2 31.1 54.9 99.9 99.9: 0.1 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 66: 15 16 14 30 28 53 50: Old : 66: 15 16 14 30 28 53 50: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.7 54.8 81.0 73.2 61.8 47.8 68.8 60.0 Old : 69.7 54.8 81.0 73.2 61.8 47.8 68.8 60.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 227,509: 6,857 9,482 2,471 200,134 207,517 209,462 219,470: 18,047 8,039 Old : 227,509: 6,857 9,482 2,471 200,134 207,517 209,462 219,470: 18,047 8,039 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -11,677: 121 -1,342 107 -18,297 -13,427 -18,069 -14,662: 6,392 2,985 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.0 4.2 1.1 88.0 91.2 92.1 96.5: 7.9 3.5 Old : 100.0: 3.0 4.2 1.1 88.0 91.2 92.1 96.5: 7.9 3.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 45: 3 5 4 33 24 38 31: Old : 45: 3 5 4 33 24 38 31: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.7 48.2 59.0 73.0 37.7 43.8 50.4 60.5 Old : 43.7 48.2 59.0 73.0 37.7 43.8 50.4 60.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 105,231: 558 982 1,912 93,908 99,464 96,378 102,358: 8,853 2,873 Old : 105,231: 558 982 1,912 93,908 99,464 96,378 102,358: 8,853 2,873 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -8,575: -183 982 -89 -9,455 -8,609 -9,727 -7,716: 1,152 -859 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.5 0.9 1.8 89.2 94.5 91.6 97.3: 8.4 2.7 Old : 100.0: 0.5 0.9 1.8 89.2 94.5 91.6 97.3: 8.4 2.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 35: 1 2 3 24 28 27 31: Old : 35: 1 2 3 24 28 27 31: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.7 49.3 75.6 71.3 52.0 46.5 71.9 65.6 Old : 53.7 49.3 75.6 71.3 52.0 46.5 71.9 65.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 210,151: 7,194 5,995 3,178 184,944 193,533 195,316 202,706: 14,835 7,445 Old : 210,151: 7,194 5,995 3,178 184,944 193,533 195,316 202,706: 14,835 7,445 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -11,275: 1,266 1,343 -1,027 -13,072 -10,663 -12,833 -10,347: 1,558 -928 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.4 2.9 1.5 88.0 92.1 92.9 96.5: 7.1 3.5 Old : 100.0: 3.4 2.9 1.5 88.0 92.1 92.9 96.5: 7.1 3.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 43: 4 3 3 26 29 30 35: Old : 43: 4 3 3 26 29 30 35: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.5 51.1 67.3 69.4 45.7 50.5 63.1 68.2 Old : 48.5 51.1 67.3 69.4 45.7 50.5 63.1 68.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 601,135: 8,054 7,435 5,160 578,666 582,618 591,880 595,213: 9,255 5,922 Old : 601,135: 8,054 7,435 5,160 578,666 582,618 591,880 595,213: 9,255 5,922 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -26,664: 6,591 1,070 786 -35,197 -29,042 -27,820 -27,186: 1,156 522 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.3 1.2 0.9 96.3 96.9 98.5 99.0: 1.5 1.0 Old : 100.0: 1.3 1.2 0.9 96.3 96.9 98.5 99.0: 1.5 1.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 58: 3 3 4 48 38 54 42: Old : 58: 3 3 4 48 38 54 42: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.5 42.0 54.6 69.9 31.8 39.2 48.5 61.0 Old : 33.5 42.0 54.6 69.9 31.8 39.2 48.5 61.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 312,694: 6,910 3,605 7,340 288,893 294,953 303,143 305,898: 9,551 6,796 Old : 312,694: 6,910 3,605 7,340 288,893 294,953 303,143 305,898: 9,551 6,796 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -10,011: -3,055 -379 -653 -10,807 -9,186 -14,515 -10,218: 4,504 207 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.2 1.2 2.3 92.4 94.3 96.9 97.8: 3.1 2.2 Old : 100.0: 2.2 1.2 2.3 92.4 94.3 96.9 97.8: 3.1 2.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 57: 5 3 5 33 38 40 44: Old : 57: 5 3 5 33 38 40 44: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.8 42.5 65.8 61.4 47.0 42.1 59.4 59.3 Old : 47.8 42.5 65.8 61.4 47.0 42.1 59.4 59.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 234,556: 2,294 2,599 2,309 225,254 217,692 229,857 222,600: 4,699 11,956 Old : 234,556: 2,294 2,599 2,309 225,254 217,692 229,857 222,600: 4,699 11,956 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -14,141: -933 -25 -452 -13,051 -22,666 -14,436 -23,143: 295 9,002 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.0 1.1 1.0 96.0 92.8 98.0 94.9: 2.0 5.1 Old : 100.0: 1.0 1.1 1.0 96.0 92.8 98.0 94.9: 2.0 5.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 51: 2 3 4 34 39 39 43: Old : 51: 2 3 4 34 39 39 43: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.8 28.6 77.0 50.0 58.8 26.7 73.6 45.4 Old : 58.8 28.6 77.0 50.0 58.8 26.7 73.6 45.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 99,824: 0 3,875 1,030 93,225 87,816 94,255 92,721: 5,569 7,103 Old : 99,824: 0 3,875 1,030 93,225 87,816 94,255 92,721: 5,569 7,103 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -8,282: 0 -3,895 -487 -7,690 -3,704 -8,177 -8,086: -105 -196 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 3.9 1.0 93.4 88.0 94.4 92.9: 5.6 7.1 Old : 100.0: 0.0 3.9 1.0 93.4 88.0 94.4 92.9: 5.6 7.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 0 3 2 14 25 16 28: Old : 32: 0 3 2 14 25 16 28: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 75.9 53.4 88.7 71.5 75.8 52.6 87.2 70.7 Old : 75.9 53.4 88.7 71.5 75.8 52.6 87.2 70.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 105,296: 360 4,014 1,849 98,294 93,068 100,503 98,931: 4,793 6,365 Old : 105,296: 360 4,014 1,849 98,294 93,068 100,503 98,931: 4,793 6,365 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -4,742: -73 379 -558 -4,276 -4,359 -4,907 -4,538: 165 -204 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.3 3.8 1.8 93.4 88.4 95.4 94.0: 4.6 6.0 Old : 100.0: 0.3 3.8 1.8 93.4 88.4 95.4 94.0: 4.6 6.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 47: 1 5 4 35 29 40 34: Old : 47: 1 5 4 35 29 40 34: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.6 45.8 63.3 67.9 47.6 44.0 59.3 61.2 Old : 47.6 45.8 63.3 67.9 47.6 44.0 59.3 61.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 71,611: 172 2,389 1,787 60,560 53,968 62,519 58,144: 9,092 13,467 Old : 71,611: 172 2,389 1,787 60,560 53,968 62,519 58,144: 9,092 13,467 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -6,700: -2 -922 -148 -6,097 -6,772 -6,247 -7,842: -453 1,142 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 3.3 2.5 84.6 75.4 87.3 81.2: 12.7 18.8 Old : 100.0: 0.2 3.3 2.5 84.6 75.4 87.3 81.2: 12.7 18.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 1 1 2 18 14 20 16: Old : 24: 1 1 2 18 14 20 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.5 46.3 68.8 66.9 47.9 43.4 63.3 62.1 Old : 52.5 46.3 68.8 66.9 47.9 43.4 63.3 62.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV Code-02339W Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mm btu : : : : All : 166,131: 0 2,782 0 161,382 157,625 161,382 160,407: 4,749 5,724 Old : 166,131: 0 2,782 0 161,382 157,625 161,382 160,407: 4,749 5,724 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -11,076: 0 0 0 -10,589 -10,548 -10,589 -10,548: -487 -528 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.7 0.0 97.1 94.9 97.1 96.6: 2.9 3.4 Old : 100.0: 0.0 1.7 0.0 97.1 94.9 97.1 96.6: 2.9 3.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 35: 0 1 0 28 20 28 21: Old : 35: 0 1 0 28 20 28 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.1 68.8 65.3 82.1 39.6 68.8 61.5 79.9 Old : 42.1 68.8 65.3 82.1 39.6 68.8 61.5 79.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY DIV Code-02339Y Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 90,674: 0 0 0 82,641 88,684 82,641 88,684: 8,033 1,990 Old : 90,674: 0 0 0 82,641 88,684 82,641 88,684: 8,033 1,990 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -5,334: 0 0 0 -5,277 -4,683 -5,277 -4,683: -57 -651 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 91.1 97.8 91.1 97.8: 8.9 2.2 Old : 100.0: 0.0 0.0 0.0 91.1 97.8 91.1 97.8: 8.9 2.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 0 0 0 19 17 19 17: Old : 28: 0 0 0 19 17 19 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.6 60.7 70.2 86.2 46.4 60.6 64.0 81.3 Old : 50.6 60.7 70.2 86.2 46.4 60.6 64.0 81.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 335,342: 5,723 2,577 4,446 312,645 316,086 322,814 323,109: 12,528 12,233 Old : 335,342: 5,723 2,577 4,446 312,645 316,086 322,814 323,109: 12,528 12,233 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -19,181: 1,757 -428 -577 -25,993 -22,139 -24,813 -23,144: 5,632 3,963 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.7 0.8 1.3 93.2 94.3 96.3 96.4: 3.7 3.6 Old : 100.0: 1.7 0.8 1.3 93.2 94.3 96.3 96.4: 3.7 3.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 58: 3 1 2 45 39 48 42: Old : 58: 3 1 2 45 39 48 42: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.8 54.5 52.1 71.5 29.6 51.3 48.6 67.5 Old : 32.8 54.5 52.1 71.5 29.6 51.3 48.6 67.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 57,344: 2,438 907 1,294 43,750 47,444 47,482 49,645: 9,862 7,699 Old : 57,344: 2,438 907 1,294 43,750 47,444 47,482 49,645: 9,862 7,699 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -4,992: 268 -1,021 203 -6,744 -2,472 -6,273 -3,290: 1,281 -1,702 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.3 1.6 2.3 76.3 82.7 82.8 86.6: 17.2 13.4 Old : 100.0: 4.3 1.6 2.3 76.3 82.7 82.8 86.6: 17.2 13.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 1 1 2 17 18 19 20: Old : 24: 1 1 2 17 18 19 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.4 54.3 71.7 69.8 55.8 49.0 64.4 59.3 Old : 59.4 54.3 71.7 69.8 55.8 49.0 64.4 59.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY D Code-0233A8 Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 65,509: 768 0 579 60,253 59,835 61,600 60,414: 3,909 5,095 Old : 65,509: 768 0 579 60,253 59,835 61,600 60,414: 3,909 5,095 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -4,358: 479 0 -602 -3,729 -3,158 -3,852 -3,760: -506 -598 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.2 0.0 0.9 92.0 91.3 94.0 92.2: 6.0 7.8 Old : 100.0: 1.2 0.0 0.9 92.0 91.3 94.0 92.2: 6.0 7.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 1 0 1 15 17 16 18: Old : 21: 1 0 1 15 17 16 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.6 65.1 80.7 81.7 50.9 60.5 73.8 72.7 Old : 52.6 65.1 80.7 81.7 50.9 60.5 73.8 72.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 58,701: 1,960 0 0 52,903 57,237 54,863 57,237: 3,838 1,464 Old : 58,701: 1,960 0 0 52,903 57,237 54,863 57,237: 3,838 1,464 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -41,270: -22,661 -14,291 0 -19,780 -25,770 -42,441 -40,061: 1,171 -1,209 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.3 0.0 0.0 90.1 97.5 93.5 97.5: 6.5 2.5 Old : 100.0: 3.3 0.0 0.0 90.1 97.5 93.5 97.5: 6.5 2.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 2 0 0 13 15 15 15: Old : 22: 2 0 0 13 15 15 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.1 65.7 80.7 83.0 54.0 61.5 68.9 73.7 Old : 62.1 65.7 80.7 83.0 54.0 61.5 68.9 73.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 99,817: 24,993 14,322 248 73,863 84,441 99,104 99,011: 713 806 Old : 99,817: 24,993 14,322 248 73,863 84,441 99,104 99,011: 713 806 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -44,915: -2,007 -7,052 -3,358 -38,263 -33,941 -43,628 -44,351: -1,287 -564 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.0 14.3 0.2 74.0 84.6 99.3 99.2: 0.7 0.8 Old : 100.0: 25.0 14.3 0.2 74.0 84.6 99.3 99.2: 0.7 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 65: 9 10 1 32 22 42 32: Old : 65: 9 10 1 32 22 42 32: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.2 57.9 65.4 78.6 43.5 52.7 57.3 64.6 Old : 49.2 57.9 65.4 78.6 43.5 52.7 57.3 64.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 68,117: 2,883 0 0 64,583 67,044 67,466 67,044: 651 1,073 Old : 68,117: 2,883 0 0 64,583 67,044 67,466 67,044: 651 1,073 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -16,252: -455 0 -240 -15,962 -16,260 -16,657 -16,500: 405 248 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.2 0.0 0.0 94.8 98.4 99.0 98.4: 1.0 1.6 Old : 100.0: 4.2 0.0 0.0 94.8 98.4 99.0 98.4: 1.0 1.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 1 0 0 13 21 14 21: Old : 31: 1 0 0 13 21 14 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 85.0 69.6 95.0 83.1 83.9 68.9 92.6 82.3 Old : 85.0 69.6 95.0 83.1 83.9 68.9 92.6 82.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV Code-0233AQ Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 207,754: 4,906 0 1,219 195,474 197,166 201,599 198,385: 6,155 9,369 Old : 207,754: 4,906 0 1,219 195,474 197,166 201,599 198,385: 6,155 9,369 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -10,737: -1,061 -1,736 -121 -9,329 -8,420 -10,511 -10,277: -226 -460 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.4 0.0 0.6 94.1 94.9 97.0 95.5: 3.0 4.5 Old : 100.0: 2.4 0.0 0.6 94.1 94.9 97.0 95.5: 3.0 4.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 46: 2 0 1 36 35 38 36: Old : 46: 2 0 1 36 35 38 36: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.7 44.3 68.3 64.9 47.8 32.8 55.9 46.7 Old : 50.7 44.3 68.3 64.9 47.8 32.8 55.9 46.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : mmbtu : : : : All : 17,199: 0 1,302 0 16,649 13,041 16,649 14,343: 550 2,856 Old : 17,199: 0 1,302 0 16,649 13,041 16,649 14,343: 550 2,856 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -3,624: 0 -1,140 -120 -2,962 -2,345 -3,082 -3,605: -542 -19 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 7.6 0.0 96.8 75.8 96.8 83.4: 3.2 16.6 Old : 100.0: 0.0 7.6 0.0 96.8 75.8 96.8 83.4: 3.2 16.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 2 0 12 10 12 12: Old : 20: 0 2 0 12 10 12 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 78.1 59.4 91.1 75.9 78.1 57.8 89.4 73.9 Old : 78.1 59.4 91.1 75.9 78.1 57.8 89.4 73.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 100,804: 500 10,469 2,014 90,975 75,352 93,489 87,835: 7,315 12,969 Old : 100,804: 500 10,469 2,014 90,975 75,352 93,489 87,835: 7,315 12,969 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -6,009: 500 -1,537 -221 -7,692 -5,673 -7,413 -7,431: 1,404 1,422 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.5 10.4 2.0 90.2 74.8 92.7 87.1: 7.3 12.9 Old : 100.0: 0.5 10.4 2.0 90.2 74.8 92.7 87.1: 7.3 12.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 33: 1 3 2 19 24 21 28: Old : 33: 1 3 2 19 24 21 28: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.9 39.3 77.6 59.6 56.9 30.8 67.8 48.3 Old : 56.9 39.3 77.6 59.6 56.9 30.8 67.8 48.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 102,397: 9,084 0 1,441 82,949 98,889 93,474 100,330: 8,923 2,067 Old : 102,397: 9,084 0 1,441 82,949 98,889 93,474 100,330: 8,923 2,067 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -5,974: 3,482 0 585 -8,879 -5,662 -4,812 -5,077: -1,162 -897 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.9 0.0 1.4 81.0 96.6 91.3 98.0: 8.7 2.0 Old : 100.0: 8.9 0.0 1.4 81.0 96.6 91.3 98.0: 8.7 2.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 5 0 2 19 19 24 21: Old : 31: 5 0 2 19 19 24 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.6 63.8 70.3 81.0 42.6 54.0 57.3 68.6 Old : 51.6 63.8 70.3 81.0 42.6 54.0 57.3 68.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV Code-0233BC Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 111,164: 2,996 0 0 103,342 107,385 106,338 107,385: 4,826 3,779 Old : 111,164: 2,996 0 0 103,342 107,385 106,338 107,385: 4,826 3,779 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -4,981: -1,085 -403 0 -5,695 -4,447 -6,780 -4,850: 1,799 -131 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.7 0.0 0.0 93.0 96.6 95.7 96.6: 4.3 3.4 Old : 100.0: 2.7 0.0 0.0 93.0 96.6 95.7 96.6: 4.3 3.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 1 0 0 19 15 20 15: Old : 24: 1 0 0 19 15 20 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.3 71.0 78.5 91.4 47.6 53.7 59.8 70.1 Old : 61.3 71.0 78.5 91.4 47.6 53.7 59.8 70.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 108,074: 0 955 514 101,495 104,284 102,009 105,753: 6,065 2,321 Old : 108,074: 0 955 514 101,495 104,284 102,009 105,753: 6,065 2,321 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -6,857: -453 62 -421 -5,760 -6,188 -6,634 -6,547: -223 -310 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.9 0.5 93.9 96.5 94.4 97.9: 5.6 2.1 Old : 100.0: 0.0 0.9 0.5 93.9 96.5 94.4 97.9: 5.6 2.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 0 2 2 17 15 19 17: Old : 24: 0 2 2 17 15 19 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.9 66.5 83.5 87.4 63.7 64.8 77.2 85.2 Old : 67.9 66.5 83.5 87.4 63.7 64.8 77.2 85.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 143,923: 0 7,215 1,910 124,701 123,630 126,611 132,755: 17,312 11,168 Old : 143,923: 0 7,215 1,910 124,701 123,630 126,611 132,755: 17,312 11,168 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -16,591: 0 -8,993 68 -19,058 -8,358 -18,990 -17,283: 2,399 692 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 5.0 1.3 86.6 85.9 88.0 92.2: 12.0 7.8 Old : 100.0: 0.0 5.0 1.3 86.6 85.9 88.0 92.2: 12.0 7.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 35: 0 5 3 26 22 29 27: Old : 35: 0 5 3 26 22 29 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.8 51.4 62.9 67.0 40.6 51.2 56.2 64.6 Old : 44.8 51.4 62.9 67.0 40.6 51.2 56.2 64.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 18,315: 0 3,317 0 18,067 14,750 18,067 18,067: 248 248 Old : 18,315: 0 3,317 0 18,067 14,750 18,067 18,067: 248 248 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -6,758: 0 -120 0 -6,608 -6,368 -6,608 -6,488: -150 -270 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 18.1 0.0 98.6 80.5 98.6 98.6: 1.4 1.4 Old : 100.0: 0.0 18.1 0.0 98.6 80.5 98.6 98.6: 1.4 1.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 0 5 0 11 12 11 17: Old : 27: 0 5 0 11 12 11 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 76.9 56.0 94.2 79.5 76.9 56.0 90.1 76.5 Old : 76.9 56.0 94.2 79.5 76.9 56.0 90.1 76.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 40,233: 0 496 0 38,394 38,447 38,394 38,943: 1,839 1,290 Old : 40,233: 0 496 0 38,394 38,447 38,394 38,943: 1,839 1,290 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -7,298: -360 -300 0 -6,095 -6,976 -6,455 -7,276: -843 -22 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.2 0.0 95.4 95.6 95.4 96.8: 4.6 3.2 Old : 100.0: 0.0 1.2 0.0 95.4 95.6 95.4 96.8: 4.6 3.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 0 1 0 13 14 13 15: Old : 24: 0 1 0 13 14 13 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.3 75.6 86.3 91.2 53.3 75.6 76.2 80.3 Old : 55.3 75.6 86.3 91.2 53.3 75.6 76.2 80.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mm btu : : : : All : 183,290: 0 6,126 610 175,006 168,791 175,616 175,527: 7,674 7,763 Old : 183,290: 0 6,126 610 175,006 168,791 175,616 175,527: 7,674 7,763 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -12,495: 0 -375 -569 -12,676 -11,440 -13,245 -12,384: 750 -111 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 3.3 0.3 95.5 92.1 95.8 95.8: 4.2 4.2 Old : 100.0: 0.0 3.3 0.3 95.5 92.1 95.8 95.8: 4.2 4.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 50: 0 5 2 36 33 38 38: Old : 50: 0 5 2 36 33 38 38: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.9 49.4 64.6 65.0 45.4 44.4 61.8 58.5 Old : 45.9 49.4 64.6 65.0 45.4 44.4 61.8 58.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : mmbtu : : : : All : 93,245: 0 0 0 85,734 88,411 85,734 88,411: 7,511 4,834 Old : 93,245: 0 0 0 85,734 88,411 85,734 88,411: 7,511 4,834 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -8,053: -279 0 0 -8,645 -7,729 -8,924 -7,729: 871 -324 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 91.9 94.8 91.9 94.8: 8.1 5.2 Old : 100.0: 0.0 0.0 0.0 91.9 94.8 91.9 94.8: 8.1 5.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 0 0 0 19 19 19 19: Old : 24: 0 0 0 19 19 19 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.8 64.1 76.3 80.3 56.3 55.4 68.3 67.9 Old : 58.8 64.1 76.3 80.3 56.3 55.4 68.3 67.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mm btu : : : : All : 73,555: 0 0 0 61,845 64,479 61,845 64,479: 11,710 9,076 Old : 73,555: 0 0 0 61,845 64,479 61,845 64,479: 11,710 9,076 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -4,833: 0 0 0 -5,345 -5,058 -5,345 -5,058: 512 225 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 84.1 87.7 84.1 87.7: 15.9 12.3 Old : 100.0: 0.0 0.0 0.0 84.1 87.7 84.1 87.7: 15.9 12.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 0 0 0 15 16 15 16: Old : 23: 0 0 0 15 16 15 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.4 61.0 75.4 78.9 52.1 60.6 66.8 73.3 Old : 52.4 61.0 75.4 78.9 52.1 60.6 66.8 73.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mm btu : : : : All : 72,816: 0 0 0 65,696 68,832 65,696 68,832: 7,120 3,984 Old : 72,816: 0 0 0 65,696 68,832 65,696 68,832: 7,120 3,984 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -2,351: -248 0 0 -2,115 -1,701 -2,363 -1,701: 12 -650 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 90.2 94.5 90.2 94.5: 9.8 5.5 Old : 100.0: 0.0 0.0 0.0 90.2 94.5 90.2 94.5: 9.8 5.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 0 0 0 20 16 20 16: Old : 26: 0 0 0 20 16 20 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.8 67.9 71.2 81.9 51.9 64.7 63.3 74.5 Old : 52.8 67.9 71.2 81.9 51.9 64.7 63.3 74.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 MM Btus : : : : All : 88,750: 3,772 0 0 76,610 82,112 80,382 82,112: 8,368 6,638 Old : 88,750: 3,772 0 0 76,610 82,112 80,382 82,112: 8,368 6,638 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -4,720: -310 0 0 -8,168 -6,057 -8,478 -6,057: 3,758 1,337 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.3 0.0 0.0 86.3 92.5 90.6 92.5: 9.4 7.5 Old : 100.0: 4.3 0.0 0.0 86.3 92.5 90.6 92.5: 9.4 7.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 1 0 0 14 10 15 10: Old : 22: 1 0 0 14 10 15 10: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.1 71.6 77.9 89.3 62.1 70.7 77.9 87.3 Old : 62.1 71.6 77.9 89.3 62.1 70.7 77.9 87.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 800 MWh) : : : : All : 133,225: 22,210 11,090 6,777 103,558 114,953 132,545 132,820: 680 405 Old : 133,225: 22,210 11,090 6,777 103,558 114,953 132,545 132,820: 680 405 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -5,555: 1,027 1,433 -1,845 -4,719 -5,170 -5,537 -5,582: -18 27 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.7 8.3 5.1 77.7 86.3 99.5 99.7: 0.5 0.3 Old : 100.0: 16.7 8.3 5.1 77.7 86.3 99.5 99.7: 0.5 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 81: 12 17 16 46 49 68 72: Old : 81: 12 17 16 46 49 68 72: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.9 32.8 63.4 50.5 32.7 17.7 38.4 27.2 Old : 47.9 32.8 63.4 50.5 32.7 17.7 38.4 27.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 400 MWh) : : : : All : 51,025: 1,166 463 412 49,447 50,150 51,025 51,025: 0 0 Old : 51,025: 1,166 463 412 49,447 50,150 51,025 51,025: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : 4,476: 102 -50 51 4,323 4,475 4,476 4,476: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.3 0.9 0.8 96.9 98.3 100.0 100.0: 0.0 0.0 Old : 100.0: 2.3 0.9 0.8 96.9 98.3 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 36: 2 3 3 25 24 29 28: Old : 36: 2 3 3 25 24 29 28: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.9 43.6 75.4 73.2 41.1 30.7 51.5 48.3 Old : 53.9 43.6 75.4 73.2 41.1 30.7 51.5 48.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 25 MWh) : : : : All : 449,064: 3,925 7,996 2,539 442,600 438,529 449,064 449,064: 0 0 Old : 449,064: 3,925 7,996 2,539 442,600 438,529 449,064 449,064: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : 42,651: 101 -1,572 931 41,619 43,292 42,651 42,651: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.9 1.8 0.6 98.6 97.7 100.0 100.0: 0.0 0.0 Old : 100.0: 0.9 1.8 0.6 98.6 97.7 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 2 2 2 18 17 20 21: Old : 28: 2 2 2 18 17 20 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.5 59.2 79.2 81.9 47.5 49.4 66.3 64.6 Old : 51.5 59.2 79.2 81.9 47.5 49.4 66.3 64.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 50 Megawatt Hours) : : : : All : 1,570,525: 46,185 56,847 23,080 1,501,260 1,490,598 1,570,525 1,570,525: 0 0 Old : 1,570,525: 46,185 56,847 23,080 1,501,260 1,490,598 1,570,525 1,570,525: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -56,308: 9,763 4,305 -437 -65,634 -60,176 -56,308 -56,308: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.9 3.6 1.5 95.6 94.9 100.0 100.0: 0.0 0.0 Old : 100.0: 2.9 3.6 1.5 95.6 94.9 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 56: 4 7 4 38 39 44 48: Old : 56: 4 7 4 38 39 44 48: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.8 50.6 74.7 68.1 42.9 34.5 53.8 45.5 Old : 60.8 50.6 74.7 68.1 42.9 34.5 53.8 45.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 400 Megawatt Hours) : : : : All : 66,957: 2,647 2,533 924 63,386 63,500 66,957 66,957: 0 0 Old : 66,957: 2,647 2,533 924 63,386 63,500 66,957 66,957: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -2,627: 591 449 -417 -2,801 -2,635 -2,627 -2,603: 0 -24 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.0 3.8 1.4 94.7 94.8 100.0 100.0: 0.0 0.0 Old : 100.0: 4.0 3.8 1.4 94.7 94.8 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 35: 4 5 4 19 19 25 26: Old : 35: 4 5 4 19 19 25 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.8 65.1 83.6 82.4 57.9 56.9 73.6 68.3 Old : 65.8 65.1 83.6 82.4 57.9 56.9 73.6 68.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 25 Megawatt Hours) : : : : All : 529,044: 0 12,008 4,000 525,044 513,036 529,044 529,044: 0 0 Old : 529,044: 0 12,008 4,000 525,044 513,036 529,044 529,044: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -35,022: 0 1,650 -674 -34,348 -35,998 -35,022 -35,022: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 2.3 0.8 99.2 97.0 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 2.3 0.8 99.2 97.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 0 3 1 20 19 21 22: Old : 31: 0 3 1 20 19 21 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.9 70.5 80.7 89.4 52.2 63.8 66.6 74.3 Old : 62.9 70.5 80.7 89.4 52.2 63.8 66.6 74.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50 Mwh : : : : All : 430,280: 0 1,544 0 430,280 428,736 430,280 430,280: 0 0 Old : 430,280: 0 1,544 0 430,280 428,736 430,280 430,280: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -20,393: 0 784 0 -20,393 -21,177 -20,393 -20,393: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.4 0.0 100.0 99.6 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 0.4 0.0 100.0 99.6 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 39: 0 2 0 27 31 27 33: Old : 39: 0 2 0 27 31 27 33: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.0 52.6 78.6 72.1 50.0 49.8 67.0 66.4 Old : 53.0 52.6 78.6 72.1 50.0 49.8 67.0 66.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800MWh : : : : All : 41,082: 446 1,027 298 39,336 38,629 40,080 39,954: 1,002 1,128 Old : 41,082: 446 1,027 298 39,336 38,629 40,080 39,954: 1,002 1,128 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -1,925: -60 -320 0 -1,868 -1,953 -1,928 -2,273: 3 348 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.1 2.5 0.7 95.7 94.0 97.6 97.3: 2.4 2.7 Old : 100.0: 1.1 2.5 0.7 95.7 94.0 97.6 97.3: 2.4 2.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 40: 5 2 2 30 25 36 28: Old : 40: 5 2 2 30 25 36 28: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.0 58.3 72.7 75.1 46.0 55.9 64.7 68.9 Old : 49.0 58.3 72.7 75.1 46.0 55.9 64.7 68.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 48,777: 7 0 98 48,514 48,632 48,619 48,730: 158 47 Old : 48,777: 7 0 98 48,514 48,632 48,619 48,730: 158 47 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -3,950: 7 0 98 -4,039 -3,970 -3,934 -3,872: -16 -78 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.2 99.5 99.7 99.7 99.9: 0.3 0.1 Old : 100.0: 0.0 0.0 0.2 99.5 99.7 99.7 99.9: 0.3 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 44: 1 0 1 37 31 38 32: Old : 44: 1 0 1 37 31 38 32: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.5 52.1 67.3 74.5 46.6 42.1 57.3 62.5 Old : 50.5 52.1 67.3 74.5 46.6 42.1 57.3 62.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 64,846: 50 0 0 64,547 64,710 64,597 64,710: 249 136 Old : 64,846: 50 0 0 64,547 64,710 64,597 64,710: 249 136 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -4,547: 0 0 0 -4,531 -4,578 -4,531 -4,578: -16 31 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.1 0.0 0.0 99.5 99.8 99.6 99.8: 0.4 0.2 Old : 100.0: 0.1 0.0 0.0 99.5 99.8 99.6 99.8: 0.4 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 44: 1 0 0 36 33 37 33: Old : 44: 1 0 0 36 33 37 33: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.9 51.3 67.0 75.9 44.2 45.9 60.8 65.3 Old : 45.9 51.3 67.0 75.9 44.2 45.9 60.8 65.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 17,062: 0 0 0 16,752 16,932 16,752 16,932: 310 130 Old : 17,062: 0 0 0 16,752 16,932 16,752 16,932: 310 130 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -1,228: 0 0 0 -1,398 -1,238 -1,398 -1,238: 170 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 98.2 99.2 98.2 99.2: 1.8 0.8 Old : 100.0: 0.0 0.0 0.0 98.2 99.2 98.2 99.2: 1.8 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 0 0 0 20 17 20 17: Old : 26: 0 0 0 20 17 20 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.7 72.9 85.4 92.5 56.3 70.7 71.6 77.3 Old : 63.7 72.9 85.4 92.5 56.3 70.7 71.6 77.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50 Mwh : : : : All : 239,880: 392 0 0 239,488 239,880 239,880 239,880: 0 0 Old : 239,880: 392 0 0 239,488 239,880 239,880 239,880: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -2,688: 0 0 0 -2,688 -2,688 -2,688 -2,688: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 0.0 0.0 99.8 100.0 100.0 100.0: 0.0 0.0 Old : 100.0: 0.2 0.0 0.0 99.8 100.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 1 0 0 25 21 26 21: Old : 31: 1 0 0 25 21 26 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.6 70.7 66.6 89.1 43.2 61.4 62.5 71.1 Old : 43.6 70.7 66.6 89.1 43.2 61.4 62.5 71.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800 Mwh : : : : All : 8,124: 1,108 44 0 6,931 7,609 8,039 7,653: 85 471 Old : 8,124: 1,108 44 0 6,931 7,609 8,039 7,653: 85 471 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -1,077: -160 -140 0 -879 -979 -1,039 -1,119: -38 42 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.6 0.5 0.0 85.3 93.7 99.0 94.2: 1.0 5.8 Old : 100.0: 13.6 0.5 0.0 85.3 93.7 99.0 94.2: 1.0 5.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 1 1 0 18 15 19 16: Old : 22: 1 1 0 18 15 19 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.5 59.8 77.6 82.5 54.4 54.0 72.4 69.5 Old : 55.5 59.8 77.6 82.5 54.4 54.0 72.4 69.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 18,435: 0 500 0 18,435 17,815 18,435 18,315: 0 120 Old : 18,435: 0 500 0 18,435 17,815 18,435 18,315: 0 120 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -520: 0 -50 0 -520 -450 -520 -500: 0 -20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 2.7 0.0 100.0 96.6 100.0 99.3: 0.0 0.7 Old : 100.0: 0.0 2.7 0.0 100.0 96.6 100.0 99.3: 0.0 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 0 2 0 21 19 21 21: Old : 32: 0 2 0 21 19 21 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.3 52.9 79.7 80.9 53.1 47.1 68.2 65.1 Old : 56.3 52.9 79.7 80.9 53.1 47.1 68.2 65.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1 Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 21,845: 0 275 0 21,665 21,490 21,665 21,765: 180 80 Old : 21,845: 0 275 0 21,665 21,490 21,665 21,765: 180 80 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -355: 0 0 0 -355 -355 -355 -355: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.3 0.0 99.2 98.4 99.2 99.6: 0.8 0.4 Old : 100.0: 0.0 1.3 0.0 99.2 98.4 99.2 99.6: 0.8 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 0 2 0 26 26 26 28: Old : 32: 0 2 0 26 26 26 28: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.6 59.4 66.9 82.6 30.4 40.7 44.9 50.8 Old : 46.6 59.4 66.9 82.6 30.4 40.7 44.9 50.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800 Mwh : : : : All : 18,074: 170 82 66 17,645 17,056 17,881 17,204: 193 870 Old : 18,074: 170 82 66 17,645 17,056 17,881 17,204: 193 870 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -947: 60 0 22 -1,011 -715 -929 -693: -18 -254 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.9 0.5 0.4 97.6 94.4 98.9 95.2: 1.1 4.8 Old : 100.0: 0.9 0.5 0.4 97.6 94.4 98.9 95.2: 1.1 4.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 34: 2 1 2 24 25 27 27: Old : 34: 2 1 2 24 25 27 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.8 62.1 58.8 79.2 37.1 53.5 55.4 65.0 Old : 37.8 62.1 58.8 79.2 37.1 53.5 55.4 65.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9 Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 61,847: 325 5,558 58 61,224 56,031 61,607 61,647: 240 200 Old : 61,847: 325 5,558 58 61,224 56,031 61,607 61,647: 240 200 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -3,929: 220 -522 -81 -4,063 -3,301 -3,924 -3,904: -5 -25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.5 9.0 0.1 99.0 90.6 99.6 99.7: 0.4 0.3 Old : 100.0: 0.5 9.0 0.1 99.0 90.6 99.6 99.7: 0.4 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 45: 3 5 2 34 30 39 35: Old : 45: 3 5 2 34 30 39 35: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.9 42.5 74.8 68.4 54.1 41.4 72.3 65.7 Old : 54.9 42.5 74.8 68.4 54.1 41.4 72.3 65.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 71,286: 100 11,929 961 70,194 58,286 71,255 71,176: 31 110 Old : 71,286: 100 11,929 961 70,194 58,286 71,255 71,176: 31 110 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -5,495: -56 -736 -1,029 -4,405 -3,725 -5,490 -5,490: -5 -5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.1 16.7 1.3 98.5 81.8 100.0 99.8: 0.0 0.2 Old : 100.0: 0.1 16.7 1.3 98.5 81.8 100.0 99.8: 0.0 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 51: 1 10 5 33 36 38 47: Old : 51: 1 10 5 33 36 38 47: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.8 45.9 68.4 67.2 48.3 44.1 64.1 62.6 Old : 48.8 45.9 68.4 67.2 48.3 44.1 64.1 62.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 46,720: 910 0 0 45,800 46,720 46,710 46,720: 10 0 Old : 46,720: 910 0 0 45,800 46,720 46,710 46,720: 10 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -2,995: -120 0 0 -2,865 -2,995 -2,985 -2,995: -10 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.9 0.0 0.0 98.0 100.0 100.0 100.0: 0.0 0.0 Old : 100.0: 1.9 0.0 0.0 98.0 100.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 33: 1 0 0 29 16 30 16: Old : 33: 1 0 0 29 16 30 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.9 95.0 78.6 97.7 61.1 93.8 76.6 94.2 Old : 62.9 95.0 78.6 97.7 61.1 93.8 76.6 94.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 51,060: 765 0 0 50,235 51,060 51,000 51,060: 60 0 Old : 51,060: 765 0 0 50,235 51,060 51,000 51,060: 60 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -1,135: -130 0 0 -1,005 -1,135 -1,135 -1,135: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.5 0.0 0.0 98.4 100.0 99.9 100.0: 0.1 0.0 Old : 100.0: 1.5 0.0 0.0 98.4 100.0 99.9 100.0: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 34: 1 0 0 30 17 31 17: Old : 34: 1 0 0 30 17 31 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.5 93.4 76.1 97.5 60.6 89.9 74.8 91.0 Old : 61.5 93.4 76.1 97.5 60.6 89.9 74.8 91.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50MWh : : : : All : 341,693: 33,090 26,528 2,007 306,596 313,158 341,693 341,693: 0 0 Old : 341,693: 33,090 26,528 2,007 306,596 313,158 341,693 341,693: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -21,572: -482 800 0 -21,090 -22,372 -21,572 -21,572: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.7 7.8 0.6 89.7 91.6 100.0 100.0: 0.0 0.0 Old : 100.0: 9.7 7.8 0.6 89.7 91.6 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 42: 3 3 2 26 32 29 37: Old : 42: 3 3 2 26 32 29 37: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.0 45.5 74.0 64.9 43.6 40.1 65.4 58.7 Old : 48.0 45.5 74.0 64.9 43.6 40.1 65.4 58.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800MWh : : : : All : 26,480: 5,164 2,523 317 20,829 23,043 26,310 25,883: 170 597 Old : 26,480: 5,164 2,523 317 20,829 23,043 26,310 25,883: 170 597 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -1,280: -132 -22 -32 -1,076 -1,227 -1,240 -1,281: -40 1 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.5 9.5 1.2 78.7 87.0 99.4 97.7: 0.6 2.3 Old : 100.0: 19.5 9.5 1.2 78.7 87.0 99.4 97.7: 0.6 2.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 41: 4 5 3 24 30 29 37: Old : 41: 4 5 3 24 30 29 37: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.7 36.5 79.5 57.4 49.6 35.8 71.8 55.3 Old : 52.7 36.5 79.5 57.4 49.6 35.8 71.8 55.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 400MWh : : : : All : 30,851: 155 3,131 1,257 29,439 26,463 30,851 30,851: 0 0 Old : 30,851: 155 3,131 1,257 29,439 26,463 30,851 30,851: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -3,160: -264 204 0 -2,896 -3,364 -3,160 -3,160: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.5 10.1 4.1 95.4 85.8 100.0 100.0: 0.0 0.0 Old : 100.0: 0.5 10.1 4.1 95.4 85.8 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 1 5 2 13 13 16 18: Old : 25: 1 5 2 13 13 16 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.7 76.6 87.6 90.3 61.6 69.9 72.6 76.2 Old : 69.7 76.6 87.6 90.3 61.6 69.9 72.6 76.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50MWh : : : : All : 333,366: 0 784 0 333,366 332,582 333,366 333,366: 0 0 Old : 333,366: 0 784 0 333,366 332,582 333,366 333,366: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -55,437: 0 -802 0 -55,437 -54,635 -55,437 -55,437: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.2 0.0 100.0 99.8 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 0.2 0.0 100.0 99.8 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 0 1 0 21 18 21 19: Old : 29: 0 1 0 21 18 21 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.8 89.8 83.6 96.0 63.0 79.3 78.9 83.5 Old : 63.8 89.8 83.6 96.0 63.0 79.3 78.9 83.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800 MWh : : : : All : 27,982: 740 217 0 27,220 27,340 27,960 27,557: 22 425 Old : 27,982: 740 217 0 27,220 27,340 27,960 27,557: 22 425 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -2,986: -41 -160 0 -2,925 -2,804 -2,966 -2,964: -20 -22 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.6 0.8 0.0 97.3 97.7 99.9 98.5: 0.1 1.5 Old : 100.0: 2.6 0.8 0.0 97.3 97.7 99.9 98.5: 0.1 1.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 3 2 0 17 22 20 24: Old : 32: 3 2 0 17 22 20 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.1 80.5 86.0 90.3 61.7 71.9 75.7 78.0 Old : 66.1 80.5 86.0 90.3 61.7 71.9 75.7 78.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50MWh : : : : All : 127,946: 0 6,664 0 127,946 121,282 127,946 127,946: 0 0 Old : 127,946: 0 6,664 0 127,946 121,282 127,946 127,946: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -2,121: 0 -401 0 -2,121 -1,720 -2,121 -2,121: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 5.2 0.0 100.0 94.8 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 5.2 0.0 100.0 94.8 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 0 1 0 11 12 11 13: Old : 21: 0 1 0 11 12 11 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 72.3 77.8 96.0 95.1 72.3 77.1 93.9 93.0 Old : 72.3 77.8 96.0 95.1 72.3 77.1 93.9 93.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800MWh : : : : All : 15,247: 2,207 0 176 12,799 14,351 15,182 14,527: 65 720 Old : 15,247: 2,207 0 176 12,799 14,351 15,182 14,527: 65 720 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -1,170: 95 0 -254 -1,012 -816 -1,171 -1,070: 1 -100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.5 0.0 1.2 83.9 94.1 99.6 95.3: 0.4 4.7 Old : 100.0: 14.5 0.0 1.2 83.9 94.1 99.6 95.3: 0.4 4.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 4 0 2 20 21 24 23: Old : 30: 4 0 2 20 21 24 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.7 46.6 70.9 65.1 35.1 35.4 53.0 50.1 Old : 45.7 46.6 70.9 65.1 35.1 35.4 53.0 50.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50 Mwh : : : : All : 184,439: 23,675 0 793 159,971 183,646 184,439 184,439: 0 0 Old : 184,439: 23,675 0 793 159,971 183,646 184,439 184,439: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -10,942: -5,905 0 -811 -4,226 -10,131 -10,942 -10,942: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.8 0.0 0.4 86.7 99.6 100.0 100.0: 0.0 0.0 Old : 100.0: 12.8 0.0 0.4 86.7 99.6 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 3 0 1 18 22 21 23: Old : 30: 3 0 1 18 22 21 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.5 56.5 77.9 78.6 49.9 50.1 63.5 67.3 Old : 57.5 56.5 77.9 78.6 49.9 50.1 63.5 67.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800MWh : : : : All : 15,363: 0 1,060 63 15,300 13,985 15,363 15,108: 0 255 Old : 15,363: 0 1,060 63 15,300 13,985 15,363 15,108: 0 255 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -656: -14 306 -86 -496 -793 -596 -573: -60 -83 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 6.9 0.4 99.6 91.0 100.0 98.3: 0.0 1.7 Old : 100.0: 0.0 6.9 0.4 99.6 91.0 100.0 98.3: 0.0 1.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 0 3 1 21 23 22 26: Old : 31: 0 3 1 21 23 22 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.9 50.5 78.2 69.1 47.7 44.6 64.3 61.5 Old : 54.9 50.5 78.2 69.1 47.7 44.6 64.3 61.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50MWh : : : : All : 162,833: 2,788 0 1,909 158,136 160,924 162,833 162,833: 0 0 Old : 162,833: 2,788 0 1,909 158,136 160,924 162,833 162,833: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -7,198: 802 0 -802 -7,198 -6,396 -7,198 -7,198: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.7 0.0 1.2 97.1 98.8 100.0 100.0: 0.0 0.0 Old : 100.0: 1.7 0.0 1.2 97.1 98.8 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 2 0 2 21 19 23 21: Old : 28: 2 0 2 21 19 23 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.4 63.0 84.6 82.7 59.6 57.1 68.7 68.8 Old : 66.4 63.0 84.6 82.7 59.6 57.1 68.7 68.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 400MWh : : : : All : 17,048: 78 0 0 16,970 17,048 17,048 17,048: 0 0 Old : 17,048: 78 0 0 16,970 17,048 17,048 17,048: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : 693: 0 0 0 693 693 693 693: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.5 0.0 0.0 99.5 100.0 100.0 100.0: 0.0 0.0 Old : 100.0: 0.5 0.0 0.0 99.5 100.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 1 0 0 14 20 15 20: Old : 23: 1 0 0 14 20 15 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 89.9 64.3 95.0 87.5 46.8 37.6 51.2 47.5 Old : 89.9 64.3 95.0 87.5 46.8 37.6 51.2 47.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 6,675: 0 0 0 6,460 6,600 6,460 6,600: 215 75 Old : 6,675: 0 0 0 6,460 6,600 6,460 6,600: 215 75 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 96.8 98.9 96.8 98.9: 3.2 1.1 Old : 100.0: 0.0 0.0 0.0 96.8 98.9 96.8 98.9: 3.2 1.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 0 0 15 9 15 9: Old : 20: 0 0 0 15 9 15 9: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.6 82.7 85.1 98.1 60.1 80.1 77.1 85.9 Old : 65.6 82.7 85.1 98.1 60.1 80.1 77.1 85.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 9,540: 0 1,180 0 9,415 8,355 9,415 9,535: 125 5 Old : 9,540: 0 1,180 0 9,415 8,355 9,415 9,535: 125 5 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -155: 0 130 0 -140 -280 -140 -150: -15 -5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 12.4 0.0 98.7 87.6 98.7 99.9: 1.3 0.1 Old : 100.0: 0.0 12.4 0.0 98.7 87.6 98.7 99.9: 1.3 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 0 1 0 21 16 21 17: Old : 27: 0 1 0 21 16 21 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.3 69.3 77.9 86.7 52.9 66.1 66.6 78.2 Old : 60.3 69.3 77.9 86.7 52.9 66.1 66.6 78.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 23,035: 0 450 0 22,720 22,585 22,720 23,035: 315 0 Old : 23,035: 0 450 0 22,720 22,585 22,720 23,035: 315 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -160: 0 -75 0 -75 -85 -75 -160: -85 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 2.0 0.0 98.6 98.0 98.6 100.0: 1.4 0.0 Old : 100.0: 0.0 2.0 0.0 98.6 98.0 98.6 100.0: 1.4 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 0 1 0 22 16 22 17: Old : 28: 0 1 0 22 16 22 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.2 79.4 83.3 93.2 56.5 74.5 74.9 81.7 Old : 60.2 79.4 83.3 93.2 56.5 74.5 74.9 81.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 19,695: 0 450 0 19,310 19,180 19,310 19,630: 385 65 Old : 19,695: 0 450 0 19,310 19,180 19,310 19,630: 385 65 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -970: 0 -75 0 -885 -880 -885 -955: -85 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 2.3 0.0 98.0 97.4 98.0 99.7: 2.0 0.3 Old : 100.0: 0.0 2.3 0.0 98.0 97.4 98.0 99.7: 2.0 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 0 1 0 19 13 19 14: Old : 24: 0 1 0 19 13 19 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.6 88.7 83.7 95.5 60.0 86.4 80.1 91.1 Old : 62.6 88.7 83.7 95.5 60.0 86.4 80.1 91.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 21,349: 250 75 0 21,099 21,274 21,349 21,349: 0 0 Old : 21,349: 250 75 0 21,099 21,274 21,349 21,349: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -1,965: 0 -150 0 -1,965 -1,815 -1,965 -1,965: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.2 0.4 0.0 98.8 99.6 100.0 100.0: 0.0 0.0 Old : 100.0: 1.2 0.4 0.0 98.8 99.6 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 33: 1 1 0 22 20 23 21: Old : 33: 1 1 0 22 20 23 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.6 64.9 77.6 86.5 55.6 63.8 75.3 82.0 Old : 57.6 64.9 77.6 86.5 55.6 63.8 75.3 82.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 20,064: 250 0 0 19,814 20,064 20,064 20,064: 0 0 Old : 20,064: 250 0 0 19,814 20,064 20,064 20,064: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -1,790: 0 0 0 -1,790 -1,790 -1,790 -1,790: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.2 0.0 0.0 98.8 100.0 100.0 100.0: 0.0 0.0 Old : 100.0: 1.2 0.0 0.0 98.8 100.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 1 0 0 20 16 21 16: Old : 27: 1 0 0 20 16 21 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.0 72.9 80.0 93.0 61.6 69.3 77.7 84.8 Old : 63.0 72.9 80.0 93.0 61.6 69.3 77.7 84.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4 Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 18,995: 0 300 0 18,395 18,695 18,395 18,995: 600 0 Old : 18,995: 0 300 0 18,395 18,695 18,395 18,995: 600 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -1,000: 0 -200 0 -965 -800 -965 -1,000: -35 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.6 0.0 96.8 98.4 96.8 100.0: 3.2 0.0 Old : 100.0: 0.0 1.6 0.0 96.8 98.4 96.8 100.0: 3.2 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 0 2 0 16 10 16 12: Old : 22: 0 2 0 16 10 16 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.5 93.1 85.0 97.6 69.5 89.5 83.6 92.9 Old : 69.5 93.1 85.0 97.6 69.5 89.5 83.6 92.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 17,295: 0 0 0 16,910 17,175 16,910 17,175: 385 120 Old : 17,295: 0 0 0 16,910 17,175 16,910 17,175: 385 120 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : 790: 0 0 0 855 830 855 830: -65 -40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 97.8 99.3 97.8 99.3: 2.2 0.7 Old : 100.0: 0.0 0.0 0.0 97.8 99.3 97.8 99.3: 2.2 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 0 0 0 23 13 23 13: Old : 26: 0 0 0 23 13 23 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.2 88.2 73.1 98.2 53.6 79.4 69.2 84.3 Old : 57.2 88.2 73.1 98.2 53.6 79.4 69.2 84.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 18,295: 0 200 0 18,010 17,975 18,010 18,175: 285 120 Old : 18,295: 0 200 0 18,010 17,975 18,010 18,175: 285 120 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : 463: -25 0 0 578 503 553 503: -90 -40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.1 0.0 98.4 98.3 98.4 99.3: 1.6 0.7 Old : 100.0: 0.0 1.1 0.0 98.4 98.3 98.4 99.3: 1.6 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 0 1 0 24 17 24 18: Old : 30: 0 1 0 24 17 24 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.0 85.8 72.8 95.6 50.6 80.7 67.5 87.6 Old : 55.0 85.8 72.8 95.6 50.6 80.7 67.5 87.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 118,134: 1,410 830 50 116,674 117,254 118,134 118,134: 0 0 Old : 118,134: 1,410 830 50 116,674 117,254 118,134 118,134: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -5,430: -1,700 -230 0 -3,730 -5,200 -5,430 -5,430: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.2 0.7 0.0 98.8 99.3 100.0 100.0: 0.0 0.0 Old : 100.0: 1.2 0.7 0.0 98.8 99.3 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 48: 3 2 1 34 34 37 37: Old : 48: 3 2 1 34 34 37 37: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.5 60.6 61.7 78.5 38.6 52.5 53.7 63.1 Old : 41.5 60.6 61.7 78.5 38.6 52.5 53.7 63.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 125,333: 3,135 1,480 425 121,773 123,341 125,333 125,246: 0 87 Old : 125,333: 3,135 1,480 425 121,773 123,341 125,333 125,246: 0 87 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -4,318: -445 -355 100 -3,958 -4,078 -4,303 -4,333: -15 15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.5 1.2 0.3 97.2 98.4 100.0 99.9: 0.0 0.1 Old : 100.0: 2.5 1.2 0.3 97.2 98.4 100.0 99.9: 0.0 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 53: 6 3 4 36 35 42 42: Old : 53: 6 3 4 36 35 42 42: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.7 60.0 60.0 76.2 38.4 53.9 53.5 62.8 Old : 41.7 60.0 60.0 76.2 38.4 53.9 53.5 62.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 149,788: 14,474 14,385 5,239 129,854 130,097 149,567 149,721: 221 67 Old : 149,788: 14,474 14,385 5,239 129,854 130,097 149,567 149,721: 221 67 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -3,810: -1,340 1,370 135 -2,643 -5,152 -3,848 -3,647: 38 -163 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.7 9.6 3.5 86.7 86.9 99.9 100.0: 0.1 0.0 Old : 100.0: 9.7 9.6 3.5 86.7 86.9 99.9 100.0: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 72: 7 13 12 47 41 61 59: Old : 72: 7 13 12 47 41 61 59: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 29.7 51.5 47.3 65.5 29.2 45.0 42.2 55.6 Old : 29.7 51.5 47.3 65.5 29.2 45.0 42.2 55.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 105,462: 1,810 2,285 2,300 101,083 100,787 105,193 105,372: 269 90 Old : 105,462: 1,810 2,285 2,300 101,083 100,787 105,193 105,372: 269 90 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -4,618: -100 -110 -200 -4,495 -4,398 -4,795 -4,708: 177 90 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.7 2.2 2.2 95.8 95.6 99.7 99.9: 0.3 0.1 Old : 100.0: 1.7 2.2 2.2 95.8 95.6 99.7 99.9: 0.3 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 49: 4 3 3 39 35 45 39: Old : 49: 4 3 3 39 35 45 39: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 29.4 66.1 46.7 79.5 26.8 59.0 41.7 66.8 Old : 29.4 66.1 46.7 79.5 26.8 59.0 41.7 66.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 22,565: 370 785 60 22,135 21,660 22,565 22,505: 0 60 Old : 22,565: 370 785 60 22,135 21,660 22,565 22,505: 0 60 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -1,160: -25 -20 0 -1,135 -1,130 -1,160 -1,150: 0 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.6 3.5 0.3 98.1 96.0 100.0 99.7: 0.0 0.3 Old : 100.0: 1.6 3.5 0.3 98.1 96.0 100.0 99.7: 0.0 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 1 2 1 26 14 27 17: Old : 32: 1 2 1 26 14 27 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.5 81.9 77.3 95.4 58.5 81.6 76.7 91.5 Old : 58.5 81.9 77.3 95.4 58.5 81.6 76.7 91.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 17,905: 50 0 100 17,735 17,725 17,885 17,825: 20 80 Old : 17,905: 50 0 100 17,735 17,725 17,885 17,825: 20 80 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -665: 25 0 -25 -655 -680 -655 -705: -10 40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.3 0.0 0.6 99.1 99.0 99.9 99.6: 0.1 0.4 Old : 100.0: 0.3 0.0 0.6 99.1 99.0 99.9 99.6: 0.1 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 1 0 1 23 11 24 12: Old : 26: 1 0 1 23 11 24 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.7 85.6 77.9 98.4 56.7 85.1 77.0 91.6 Old : 56.7 85.6 77.9 98.4 56.7 85.1 77.0 91.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 mwh : : : : All : 29,543: 334 300 5 29,154 28,973 29,493 29,278: 50 265 Old : 29,543: 334 300 5 29,154 28,973 29,493 29,278: 50 265 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -820: 0 0 0 -800 -800 -800 -800: -20 -20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.1 1.0 0.0 98.7 98.1 99.8 99.1: 0.2 0.9 Old : 100.0: 1.1 1.0 0.0 98.7 98.1 99.8 99.1: 0.2 0.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 37: 2 1 1 29 29 31 31: Old : 37: 2 1 1 29 29 31 31: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.3 53.3 65.2 71.3 42.8 43.7 54.9 56.3 Old : 48.3 53.3 65.2 71.3 42.8 43.7 54.9 56.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1 Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 Mwh : : : : All : 12,540: 0 0 0 12,540 12,420 12,540 12,420: 0 120 Old : 12,540: 0 0 0 12,540 12,420 12,540 12,420: 0 120 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -68: 0 0 0 -68 -68 -68 -68: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 100.0 99.0 100.0 99.0: 0.0 1.0 Old : 100.0: 0.0 0.0 0.0 100.0 99.0 100.0 99.0: 0.0 1.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 0 0 0 17 16 17 16: Old : 21: 0 0 0 17 16 17 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.9 68.5 75.5 90.0 43.1 60.4 60.3 69.8 Old : 46.9 68.5 75.5 90.0 43.1 60.4 60.3 69.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74 Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 28,400: 2,945 1,795 100 25,195 26,370 28,240 28,265: 160 135 Old : 28,400: 2,945 1,795 100 25,195 26,370 28,240 28,265: 160 135 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -1,945: -483 0 -125 -1,272 -1,820 -1,880 -1,945: -65 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.4 6.3 0.4 88.7 92.9 99.4 99.5: 0.6 0.5 Old : 100.0: 10.4 6.3 0.4 88.7 92.9 99.4 99.5: 0.6 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 36: 4 2 1 21 26 25 29: Old : 36: 4 2 1 21 26 25 29: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.7 42.8 78.0 68.8 51.7 42.7 67.7 66.7 Old : 60.7 42.8 78.0 68.8 51.7 42.7 67.7 66.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75 Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 24,100: 1,470 0 0 22,466 24,070 23,936 24,070: 164 30 Old : 24,100: 1,470 0 0 22,466 24,070 23,936 24,070: 164 30 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -1,517: -435 0 0 -1,054 -1,492 -1,489 -1,492: -28 -25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.1 0.0 0.0 93.2 99.9 99.3 99.9: 0.7 0.1 Old : 100.0: 6.1 0.0 0.0 93.2 99.9 99.3 99.9: 0.7 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 2 0 0 22 22 24 22: Old : 32: 2 0 0 22 22 24 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.1 60.1 80.3 81.5 39.8 45.7 58.5 60.3 Old : 56.1 60.1 80.3 81.5 39.8 45.7 58.5 60.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76 Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 33,251: 265 976 71 32,865 32,204 33,201 33,251: 50 0 Old : 33,251: 265 976 71 32,865 32,204 33,201 33,251: 50 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : 152: 74 -109 -19 102 280 157 152: -5 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.8 2.9 0.2 98.8 96.9 99.8 100.0: 0.2 0.0 Old : 100.0: 0.8 2.9 0.2 98.8 96.9 99.8 100.0: 0.2 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 39: 1 3 2 30 28 32 32: Old : 39: 1 3 2 30 28 32 32: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.7 60.1 73.7 81.2 54.5 59.4 70.5 77.3 Old : 56.7 60.1 73.7 81.2 54.5 59.4 70.5 77.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77 Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 22,583: 0 35 170 22,018 22,258 22,188 22,463: 395 120 Old : 22,583: 0 35 170 22,018 22,258 22,188 22,463: 395 120 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -680: 0 -90 30 -695 -740 -665 -800: -15 120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.2 0.8 97.5 98.6 98.3 99.5: 1.7 0.5 Old : 100.0: 0.0 0.2 0.8 97.5 98.6 98.3 99.5: 1.7 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 33: 0 1 1 26 25 27 26: Old : 33: 0 1 1 26 25 27 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.4 66.7 73.0 88.7 45.3 61.9 59.8 73.7 Old : 55.4 66.7 73.0 88.7 45.3 61.9 59.8 73.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78 Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 19,304: 0 590 0 19,160 18,404 19,160 18,994: 144 310 Old : 19,304: 0 590 0 19,160 18,404 19,160 18,994: 144 310 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -502: 0 -112 0 -482 -190 -482 -302: -20 -200 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 3.1 0.0 99.3 95.3 99.3 98.4: 0.7 1.6 Old : 100.0: 0.0 3.1 0.0 99.3 95.3 99.3 98.4: 0.7 1.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 0 1 0 19 18 19 19: Old : 26: 0 1 0 19 18 19 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.1 63.9 84.4 83.1 56.1 62.7 78.5 78.5 Old : 57.1 63.9 84.4 83.1 56.1 62.7 78.5 78.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79 Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 15,303: 0 300 0 15,189 14,793 15,189 15,093: 114 210 Old : 15,303: 0 300 0 15,189 14,793 15,189 15,093: 114 210 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -160: 0 0 0 -140 30 -140 30: -20 -190 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 2.0 0.0 99.3 96.7 99.3 98.6: 0.7 1.4 Old : 100.0: 0.0 2.0 0.0 99.3 96.7 99.3 98.6: 0.7 1.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 0 1 0 18 14 18 15: Old : 23: 0 1 0 18 14 18 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.5 66.7 77.6 87.5 45.8 64.2 71.1 77.6 Old : 46.5 66.7 77.6 87.5 45.8 64.2 71.1 77.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86 Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 35,349: 1,064 900 10 34,085 34,224 35,159 35,134: 190 215 Old : 35,349: 1,064 900 10 34,085 34,224 35,159 35,134: 190 215 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -1,900: -565 0 -10 -1,325 -2,000 -1,900 -2,010: 0 110 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.0 2.5 0.0 96.4 96.8 99.5 99.4: 0.5 0.6 Old : 100.0: 3.0 2.5 0.0 96.4 96.8 99.5 99.4: 0.5 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 39: 4 2 1 29 24 33 27: Old : 39: 4 2 1 29 24 33 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.4 45.7 66.3 73.3 45.5 42.0 62.0 66.7 Old : 47.4 45.7 66.3 73.3 45.5 42.0 62.0 66.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87 Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50MWh : : : : All : 15,329: 910 0 0 14,299 15,329 15,209 15,329: 120 0 Old : 15,329: 910 0 0 14,299 15,329 15,209 15,329: 120 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -91: -25 0 0 -66 -91 -91 -91: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.9 0.0 0.0 93.3 100.0 99.2 100.0: 0.8 0.0 Old : 100.0: 5.9 0.0 0.0 93.3 100.0 99.2 100.0: 0.8 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 1 0 0 22 20 23 20: Old : 27: 1 0 0 22 20 23 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.6 65.9 73.8 86.9 47.4 61.7 68.0 78.2 Old : 47.6 65.9 73.8 86.9 47.4 61.7 68.0 78.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88 Commitments of Traders - Futures Only, December 08, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50MWh : : : : All : 14,522: 1,873 125 0 12,609 14,367 14,482 14,492: 40 30 Old : 14,522: 1,873 125 0 12,609 14,367 14,482 14,492: 40 30 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -616: -45 75 0 -561 -691 -606 -616: -10 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.9 0.9 0.0 86.8 98.9 99.7 99.8: 0.3 0.2 Old : 100.0: 12.9 0.9 0.0 86.8 98.9 99.7 99.8: 0.3 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 1 2 0 23 22 24 24: Old : 30: 1 2 0 23 22 24 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.3 69.1 64.2 86.0 37.0 63.4 55.5 71.3 Old : 41.3 69.1 64.2 86.0 37.0 63.4 55.5 71.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 11, 2015